Futurism was many things, but in this case futurism refers to the futurist poetry created in the early 20th century. An example of this is Zang Tumb Tumb. As you can see, futurist poetry uses interesting text layouts (such as angles and curves).

You can see a list of examples here – http://pgogywebstuff.com/futurism/

With more specific worked examples http://pgogywebstuff.com/futurism/finnegans.html and http://pgogywebstuff.com/futurism/mondrian.html